STUDI PERISTIWA POLITIK (PEMILIHAN UMUM INDONESIA TAHUN 2019) TERHADAP REAKSI HARGA SAHAM BLUECHIP DI INDONESIA
Abstract
The results show that there is a prolonged abnormal return that occurs before and after the 2019 general election and thus the market is considered inefficient in a semi-strong form based on the efficient market hypothesis
Kata Kunci : Stock Market Reaction, Abnormal Return, Event Study, Country Risk, Saham Bluechip
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DOI: https://doi.org/10.37531/sejaman.v3i3.742
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